+191.2%
TER vs ARWR
+79.8%
+111.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +14.4% | -17.8% | +32.2% | +18.8% |
| 30D | -30.6% | -18.1% | -12.4% | -27.7% |
| 3M | -39.2% | -44.2% | +5.0% | -30.8% |
| 6M | -31.3% | -38.6% | +7.4% | -24.0% |
| YTD | +29.1% | -28.0% | +57.1% | +36.6% |
| 1Y | +47.4% | +16.1% | +31.3% | +38.9% |
| 3Y | +191.2% | +84.0% | +107.2% | +126.0% |
| All | +191.2% | +79.8% | +111.4% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling